Moment Preserving Approximation of Independent Components for the Reconstruction of Multivariate Time Series

The application of Independent Component Analysis (ICA) has found considerable success in problems where sets of observed time series may be considered as results of linearly mixed instantaneous source signals. The Independent Components (IC’s) or features can be used in the reconstruction of observed multivariate time seriesfollowing an optimal ordering process. For trend discovery and forecasting, the generated IC’s can be approximated for the purpose of noise removal and for the lossy compression of the signals.We propose a moment-preserving (MP) methodology for approximating IC’s for the reconstruction of multivariate time series.The methodologyis based on deriving the approximation in the signal domain while preserving a finite number of geometric moments in its Fourier domain.Experimental results are presented onthe approximation of both artificial time series and actual time series of currency exchange rates. Our results show that the moment-preserving (MP) approximations of time series are superior to other usual interpolation approximation methods, particularly when the signals contain significant noise components. The results also indicate that the present MP approximations have significantly higher reconstruction accuracy and can be used successfully for signal denoising while achieving in the same time high packing ratios. Moreover, we find that quite acceptable reconstructions of observed multivariate time series can be obtained with only the first few MP approximated IC’s

Properties of higher order nonlinear diffusion filtering

This paper provides a mathematical analysis of higher order variational methods and nonlinear diffusion filtering for image denoising. Besides the average grey value, it is shown that higher order diffusion filters preserve higher moments of the initial data. While a maximum-minimum principle in general does not hold for higher order filters, we derive stability in the 2-norm in the continuous and discrete setting. Considering the filters in terms of forward and backward diffusion, one can explain how not only the preservation, but also the enhancement of certain features in the given data is possible. Numerical results show the improved denoising capabilities of higher order filtering compared to the classical methods

Signal recovery from random projections

Can we recover a signal f∈R^N from a small number of linear measurements? A series of recent papers developed a collection of results showing that it is surprisingly possible to reconstruct certain types of signals accurately from limited measurements. In a nutshell, suppose that f is compressible in the sense that it is well-approximated by a linear combination of M vectors taken from a known basis Ψ. Then not knowing anything in advance about the signal, f can (very nearly) be recovered from about M log N generic nonadaptive measurements only. The recovery procedure is concrete and consists in solving a simple convex optimization program. In this paper, we show that these ideas are of practical significance. Inspired by theoretical developments, we propose a series of practical recovery procedures and test them on a series of signals and images which are known to be well approximated in wavelet bases. We demonstrate that it is empirically possible to recover an object from about 3M-5M projections onto generically chosen vectors with an accuracy which is as good as that obtained by the ideal M-term wavelet approximation. We briefly discuss possible implications in the areas of data compression and medical imaging

Evolutionary Models for Signal Enhancement and Approximation

This thesis deals with nature-inspired evolution processes for the purpose of signal enhancement and approximation. The focus lies on mathematical models which originate from the description of swarm behaviour. We extend existing approaches and show the potential of swarming processes as a modelling tool in image processing. In our work, we discuss the use cases of grey scale quantisation, contrast enhancement, line detection, and coherence enhancement. Furthermore, we propose a new and purely repulsive model of swarming that turns out to describe a specific type of backward diffusion process. It is remarkable that our model provides extensive stability guarantees which even support the utilisation of standard numerics. In experiments, we demonstrate its applicability to global and local contrast enhancement of digital images. In addition, we study the problem of one-dimensional signal approximation with limited resources using an adaptive sampling approach including tonal optimisation. We suggest a direct energy minimisation strategy and validate its efficacy in experiments. Moreover, we show that our approximation model can outperform a method recently proposed by Dar and Bruckstein

From spline wavelet to sampling theory on circulant graphs and beyond– conceiving sparsity in graph signal processing

Graph Signal Processing (GSP), as the field concerned with the extension of classical signal processing concepts to the graph domain, is still at the beginning on the path toward providing a generalized theory of signal processing. As such, this thesis aspires to conceive the theory of sparse representations on graphs by traversing the cornerstones of wavelet and sampling theory on graphs. Beginning with the novel topic of graph spline wavelet theory, we introduce families of spline and e-spline wavelets, and associated filterbanks on circulant graphs, which lever- age an inherent vanishing moment property of circulant graph Laplacian matrices (and their parameterized generalizations), for the reproduction and annihilation of (exponen- tial) polynomial signals. Further, these families are shown to provide a stepping stone to generalized graph wavelet designs with adaptive (annihilation) properties. Circulant graphs, which serve as building blocks, facilitate intuitively equivalent signal processing concepts and operations, such that insights can be leveraged for and extended to more complex scenarios, including arbitrary undirected graphs, time-varying graphs, as well as associated signals with space- and time-variant properties, all the while retaining the focus on inducing sparse representations. Further, we shift from sparsity-inducing to sparsity-leveraging theory and present a novel sampling and graph coarsening framework for (wavelet-)sparse graph signals, inspired by Finite Rate of Innovation (FRI) theory and directly building upon (graph) spline wavelet theory. At its core, the introduced Graph-FRI-framework states that any K-sparse signal residing on the vertices of a circulant graph can be sampled and perfectly reconstructed from its dimensionality-reduced graph spectral representation of minimum size 2K, while the structure of an associated coarsened graph is simultaneously inferred. Extensions to arbitrary graphs can be enforced via suitable approximation schemes. Eventually, gained insights are unified in a graph-based image approximation framework which further leverages graph partitioning and re-labelling techniques for a maximally sparse graph wavelet representation.Open Acces

Model-Based Compressive Sensing

Compressive sensing (CS) is an alternative to Shannon/Nyquist sampling for the acquisition of sparse or compressible signals that can be well approximated by just K << N elements from an N-dimensional basis. Instead of taking periodic samples, CS measures inner products with M < N random vectors and then recovers the signal via a sparsity-seeking optimization or greedy algorithm. Standard CS dictates that robust signal recovery is possible from M = O(K log(N/K)) measurements. It is possible to substantially decrease M without sacrificing robustness by leveraging more realistic signal models that go beyond simple sparsity and compressibility by including structural dependencies between the values and locations of the signal coefficients. This paper introduces a model-based CS theory that parallels the conventional theory and provides concrete guidelines on how to create model-based recovery algorithms with provable performance guarantees. A highlight is the introduction of a new class of structured compressible signals along with a new sufficient condition for robust structured compressible signal recovery that we dub the restricted amplification property, which is the natural counterpart to the restricted isometry property of conventional CS. Two examples integrate two relevant signal models - wavelet trees and block sparsity - into two state-of-the-art CS recovery algorithms and prove that they offer robust recovery from just M=O(K) measurements. Extensive numerical simulations demonstrate the validity and applicability of our new theory and algorithms.Comment: 20 pages, 10 figures. Typo corrected in grant number. To appear in IEEE Transactions on Information Theor